-82.9%
TTD vs DLR
+59.3%
-142.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | +6.3% | +1.6% | +4.8% | +5.8% |
| 30D | -23.9% | -3.4% | -20.5% | -23.2% |
| 3M | -31.4% | +0.5% | -31.9% | -31.8% |
| 6M | -42.7% | +4.6% | -47.2% | -44.1% |
| YTD | -62.0% | +23.4% | -85.4% | -65.2% |
| 1Y | -72.2% | +19.0% | -91.2% | -74.4% |
| All | -82.9% | +59.3% | -142.1% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling